Situation 1 - Partitioning and formatting is not required

When you have a USB drive formatted by Windows (FAT32 or NTFS) then simply copy the Windows
files that are on the DVD/ISO to the root directory of the USB drive.

To access the files on the ISO you have to mount it as loop device. You can do this with

sudo mkdir /mnt/iso
sudo mount [ISO FILE NAME] /mnt/iso -o loop

Copy the files from /mnt/iso/ to the root directory
of the USB drive.

When you want to mount the USB drive from the command line then use

for a FAT formatted USB drive

sudo mkdir /mnt/usb
sudo mount /dev/sdc1 /mnt/usb

/dev/sdc is in this case the USB drive and 1 is the first partition.

for a NTFS formatted USB drive

sudo mkdir /mnt/usb
sudo mount /dev/sdc1 /mnt/usb -t ntfs-3g

/dev/sdc is in this case the USB drive and 1 is the first partition.

Unmount the USB drive before you unplug it. "umount /dev/sdc1".

Boot the USB drive to install Windows (when you really need Windows).

Situation 2 - USB drive was not formatted by Windows

With this description, you delete all data on the USB drive. You can use tools like Gparted, but I explain it with doing all
on the command line. Basically it's only a format to NTFS and copy the Windows install files.

At first became root when you are not already root.

You do this with "su" and enter the root password or
with "sudo bash" and enter your password.

In this example the USB drive is /dev/sdc.

We change the type of the first partition to NTFS with fdisk

fdisk /dev/sdc

With "p" and enter you list all entries. You will
see something similar.